+121.6%
GLD vs MTZ
+90.6%
+31.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.6% | -6.7% | +1.4% |
| 7D | +4.9% | -2.4% | +7.4% | +4.9% |
| 30D | -1.3% | -11.1% | +9.8% | -0.8% |
| 3M | -4.8% | -30.6% | +25.9% | -3.0% |
| 6M | -12.5% | -54.4% | +41.9% | -9.2% |
| YTD | -4.2% | -13.0% | +8.8% | -3.5% |
| 1Y | +3.0% | -5.7% | +8.7% | +3.5% |
| 3Y | +109.1% | +297.2% | -188.0% | +98.7% |
| 5Y | +121.6% | +95.9% | +25.7% | +108.8% |
| All | +121.6% | +90.6% | +31.0% | +108.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MTZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling